Anic Equity¶
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Total return since start: 0.564 %¶
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Equity now: -----------------------------> 47770.61 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46375.65 Kr¶
PnL: ---------------------------------------> -512.92 Kr¶
DD now: ---------------------------------> -1.767 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-24 17:10:08.359401'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | -0.990000 | 2810.500000 | 174.500000 | 6.620000 | 2636.000010 |
| Beijer Electronics Group | 26 | -2.590000 | 3125.200000 | 154.200000 | 5.190000 | 2971.000006 |
| AcadeMedia | 12 | 0.400000 | 604.800000 | 47.800000 | 8.580000 | 557.000004 |
| Corem Property Group B | 59 | -1.680000 | 622.450000 | 45.450000 | 7.880000 | 576.999999 |
| Boozt | 12 | 0.360000 | 1694.400000 | 40.400000 | 2.440000 | 1653.999996 |
| Samhällsbyggnadsbo. i Norden B | 20 | -0.500000 | 395.000000 | 40.000000 | 11.270000 | 355.000000 |
| MedCap | 2 | -1.510000 | 458.000000 | 37.000000 | 8.790000 | 421.000000 |
| HMS Networks | 2 | -1.060000 | 709.600000 | 36.600000 | 5.440000 | 673.000000 |
| SAAB B | 8 | 0.280000 | 3412.800000 | 35.800000 | 1.060000 | 3377.000000 |
| Resurs Holding | 22 | 0.840000 | 608.740000 | 34.740000 | 6.050000 | 573.999998 |
| FM Mattsson Mora Group B | 50 | -0.170000 | 2955.000000 | 28.000000 | 0.960000 | 2927.000000 |
| Norva24 Group | 16 | 0.060000 | 565.120000 | 22.120000 | 4.070000 | 543.000000 |
| Securitas B | 6 | 1.550000 | 588.960000 | 18.960000 | 3.330000 | 570.000000 |
| Intrum | 4 | -0.180000 | 545.400000 | 18.400000 | 3.490000 | 527.000000 |
| Swedbank A | 3 | 2.160000 | 580.800000 | 16.800000 | 2.980000 | 564.000000 |
| Eastnine | 4 | -0.630000 | 505.600000 | 14.600000 | 2.970000 | 491.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -0.180000 | 575.400000 | 13.400000 | 2.380000 | 562.000005 |
| OEM International B | 7 | -0.770000 | 540.400000 | 12.400000 | 2.350000 | 527.999997 |
| Coor Service Management Hold. | 8 | -0.800000 | 542.400000 | 10.400000 | 1.950000 | 532.000000 |
| Nordea Bank Abp | 29 | 0.520000 | 3462.020000 | 8.020000 | 0.230000 | 3453.999992 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.870000 | 251.040000 | 5.040000 | 2.050000 | 246.000000 |
| Karnov Group | 9 | -0.170000 | 540.900000 | 4.900000 | 0.910000 | 536.000004 |
| Handelsbanken A | 5 | 0.270000 | 547.500000 | 1.500000 | 0.270000 | 546.000000 |
| Creaspac SPAC | 6 | -0.210000 | 575.400000 | -1.600000 | -0.280000 | 577.000002 |
| Midsona B | 63 | 0.110000 | 570.150000 | -12.850000 | -2.200000 | 582.999984 |
| Essity B | 2 | -0.570000 | 560.000000 | -14.000000 | -2.440000 | 574.000000 |
| CTEK | 13 | -3.340000 | 518.700000 | -15.300000 | -2.870000 | 533.999999 |
| Essity A | 4 | -1.060000 | 1120.000000 | -29.000000 | -2.520000 | 1149.000000 |
| International Petroleum Corp. | 5 | -2.870000 | 558.500000 | -36.070000 | -6.070000 | 594.565215 |
| Sampo Oyj SDB | 7 | -0.820000 | 3811.500000 | -38.500000 | -1.000000 | 3850.000000 |
| Vivesto | 1368 | 1.290000 | 558.690000 | -54.310000 | -8.860000 | 612.999432 |
| Axfood | 13 | -1.740000 | 3597.100000 | -158.900000 | -4.230000 | 3756.000001 |
| OX2 | 18 | 0.250000 | 1443.600000 | -220.400000 | -13.250000 | 1663.999992 |
| Fasadgruppen Group | 35 | 1.900000 | 3563.000000 | -248.000000 | -6.510000 | 3810.999990 |
| Ovzon | 52 | -2.140000 | 2849.600000 | -512.400000 | -15.240000 | 3361.999992 |
| TOTAL | 46368.270000 | -520.300000 | -1.78215% | 46888.564618 |
Updated:¶
'2023-01-24 17:09:11.094647'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
